Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.77% | 2.86 CHF | 2.88 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 20'616 CHF | 20'776 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 2.66 CHF | 2.68 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 17'442 CHF | 17'606 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 2.82 CHF | 2.84 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 19'373 CHF | 19'531 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 2.69 CHF | 2.72 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 19'662 CHF | 19'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 2.80 CHF | 2.82 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 18'678 CHF | 18'843 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 2.58 CHF | 2.60 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 20'751 CHF | 20'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 2.39 CHF | 2.41 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 18'317 CHF | 18'491 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 2.89 CHF | 2.91 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 19'029 CHF | 19'205 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 3.29 CHF | 3.31 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 19'976 CHF | 20'148 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 3.18 CHF | 3.21 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 18'914 CHF | 19'087 CHF | 100.00% | 100.00% |